-7.3%
ALB vs PR
+67.7%
-75.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.2% | -4.2% |
| 7D | +5.3% | -9.5% | +14.8% | +5.3% |
| 30D | -6.3% | -5.7% | -0.6% | -6.5% |
| 3M | -27.4% | +3.0% | -30.4% | -27.7% |
| 6M | -53.1% | +11.8% | -64.9% | -53.5% |
| YTD | -32.3% | +58.5% | -90.8% | -31.5% |
| 1Y | -7.3% | +69.9% | -77.2% | -6.0% |
| All | -7.3% | +67.7% | -75.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling